S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4873	6.11
$α$	0.0769	13.38
$β$	0.8967	158.08

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PTB Group Limited GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PTB Group Limited Analyses